+100.5%
PSA vs LPLA
+1,251.7%
-1,151.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.5% |
| 7D | -1.8% | -1.5% | -0.3% | -1.7% |
| 30D | -8.4% | -6.0% | -2.4% | -7.8% |
| 3M | -7.8% | +24.0% | -31.9% | -9.8% |
| 6M | +0.8% | +17.0% | -16.2% | -0.9% |
| YTD | +16.5% | -0.7% | +17.2% | +16.1% |
| 1Y | +4.7% | +2.1% | +2.6% | +4.0% |
| 3Y | +21.1% | +48.7% | -27.6% | +14.0% |
| 5Y | +14.2% | +151.2% | -137.0% | -0.8% |
| All | +100.5% | +1,251.7% | -1,151.2% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling